Concentration for independent random variables with heavy tails

DOI10.1155/AMRX.2005.39zbMATH Open1094.60010arXivmath/0505492MaRDI QIDQ3379062FDOQ3379062

Franck Barthe, C. Roberto, Patrick Cattiaux

Publication date: 6 April 2006

Published in: Applied Mathematics Research eXpress (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505492

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zbMATH Keywords

heavy tailsspectral gap inequalitymeasure concentrationlocally Lipschitz propertyPoincar\(\acute{e}\) inequalitytensorization property

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cited In (28)

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• Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity
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• Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
• Quantitative isoperimetric inequalities for log-convex probability measures on the line
• Weak Poincaré inequalities in the absence of spectral gaps
• Criteria for super- and weak-Poincaré inequalities of ergodic birth-death processes
• A logarithmic Hardy inequality
• Penalized least square in sparse setting with convex penalty and non Gaussian errors
• Long time behavior of Markov processes
• A new kind of modified transportation cost inequalities and polynomial concentration inequalities
• Convergence of metric measure spaces satisfying the CD condition for negative values of the dimension parameter
• deviation bounds for additive functionals of markov processes
• \(L^q\)-functional inequalities and weighted porous media equations
• Measure concentration for stable laws with index close to 2
• Weak logarithmic Sobolev inequalities and entropic convergence
• Notes on entropic convergence and the weak entropy inequality
• Applications of Stein's method for concentration inequalities
• Weak Poincaré inequalities for convolution probabilities measures
• On the Poincaré Constant of Log-Concave Measures
• Slow decay of Gibbs measures with heavy tails
• Trends to equilibrium in total variation distance
• Poincaré-type inequalities for singular stable-like Dirichlet forms
• Orlicz-Sobolev inequalities for sub-Gaussian measures and ergodicity of Markov semi-groups
• Poincaré and logarithmic Sobolev inequalities for nearly radial measures
• Subexponential decay in kinetic Fokker-Planck equation: weak hypocoercivity

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